Like I said, around 0 you're gonna get the worst performance, as outside temp goes down most models will see they COP actually increase (compared to ~0 C). Of course, delta-T is still important, so it helps hugely if you can have your water temp at 30 C (and still radiate effectively). It takes a carefully planned systems to reach that though (i.e. active ventilation on your radiators, or floor heating), so many will need to get water out at 40 C or even higher, which is going to bring you down from sCOP 4. At -20 COP is going to be 2-2.5. But, for many Europeans, that's not a frequent event. Even so, 200% efficiency is better than <100%.
I think many don't put much effort in the radiator side of things. E.g. here gas heating is usually ran at 60-70 degrees, while for that sCOP of 4+ it should be 30-35 C. Roughly, you're going to need a factor 4 more radiating surface. People don't always install that, and then run their heat pump at 50 C and get a COP of 2. Well, no shit :)
So, you gotta take a reasonable low point, understand how hot your circuit temp is going to be (the formula for radiators is pretty much the same over radiator brands from those I've used, floor heating idem), account for buffer losses (with floor heating, you can cut out your buffer and gain 0.5 COP just like that), and, if you have an outdoor temp of ~0 C for much of the year, look for a model that comes with a good defrosting strategy and keeps an acceptable efficiency around that temp. sCOP 4 is for the Netherlands, which has mild winters thanks to the Gulf Stream. However, family is in Poland, and there heat pumps are now also being installed everywhere (where below -20 C is expected for weeks each winter) and while you're right that this means an sCOP reduction, it can still be near 3 if you configure the rest of the loop right. And 250-300% efficiency is going to beat resistive heatings 100% or combustive methods each and every time.
2.5 kW sounds severely underdimensioned for a house at -20 C though. That would not cut it for my smallish house in NL, I've calculated ~5 kW at -15 C needed (and don't forget, make sure your radiators can emit this at the T_out!). Typically people would install a 7-10 kW unit for my sort of house.